+5,649.5%
CNQ vs ACGL
+5,769.4%
-119.8%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.5% | +0.7% |
| 7D | -0.9% | -2.1% | +1.2% | 0.0% |
| 30D | +8.7% | -2.2% | +10.8% | +9.7% |
| 3M | +15.8% | +6.3% | +9.5% | +12.0% |
| 6M | +13.3% | +0.5% | +12.7% | +11.8% |
| YTD | +54.7% | +0.2% | +54.5% | +52.4% |
| 1Y | +69.5% | +7.3% | +62.3% | +61.2% |
| 3Y | +77.3% | +30.8% | +46.5% | +47.9% |
| 5Y | +290.3% | +155.8% | +134.6% | +127.7% |
| 10Y | +429.3% | +276.3% | +152.9% | +158.6% |
| All | +5,649.5% | +5,769.4% | -119.8% | +1,429.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ACGL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling